+111.0%
BTI vs RACE
+663.9%
-552.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.4% |
| 7D | -2.9% | +3.9% | -6.9% | -3.7% |
| 30D | +8.3% | +7.4% | +0.8% | +6.8% |
| 3M | +2.9% | +1.6% | +1.3% | +2.5% |
| 6M | +6.2% | +23.3% | -17.1% | +1.5% |
| YTD | +10.9% | +14.7% | -3.7% | +7.2% |
| 1Y | +16.6% | +2.5% | +14.0% | +15.1% |
| 3Y | +142.2% | +28.0% | +114.3% | +121.1% |
| 5Y | +151.3% | +69.8% | +81.5% | +110.1% |
| 10Y | +113.9% | +734.9% | -621.0% | +23.2% |
| All | +111.0% | +663.9% | -552.9% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RACE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling